Geert Bekaert : Citation Profile

Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

51

H index

71

i10 index

15562

Citations

RESEARCH PRODUCTION:

71

Articles

108

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 518
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 1180.    Total self citations: 125 (0.8 %)

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   Permalink: http://citec.repec.org/pbe52
   Updated: 2023-01-28    RAS profile: 2023-01-05    
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Relations with other researchers

Works with:

Mehl, Arnaud (2)

Aloosh, Arash (2)

Inghelbrecht, Koen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (98)

Guesmi, Khaled (97)

GUPTA, RANGAN (89)

Schmukler, Sergio (78)

Sarno, Lucio (73)

Stulz, René (71)

Warnock, Francis (69)

Fratzscher, Marcel (69)

Ang, Andrew (68)

Nguyen, Duc Khuong (62)

lucey, brian (59)

Cites to:

Harvey, Campbell (119)

Campbell, John (101)

Hodrick, Robert (64)

Levine, Ross (48)

Bollerslev, Tim (44)

Cochrane, John (40)

Ang, Andrew (39)

Shleifer, Andrei (32)

Stulz, René (32)

Lundblad, Christian (31)

Reinhart, Carmen (29)

Main data

Where Geert Bekaert has published?

Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics9
Review of Financial Studies8
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Empirical Finance3
Journal of Business & Economic Statistics2
Journal of Financial and Quantitative Analysis2
Journal of Econometrics2
Proceedings2
Journal of International Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc56
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
Working Paper Series / European Central Bank6
2011 Meeting Papers / Society for Economic Dynamics2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2

Recent works citing Geert Bekaert (2022 and 2021)

YearTitle of citing document
2022Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06.

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2021Working Paper 352 - Liberalization, Technology Adoption, and Stock Returns: Evidence from Telecom. (2021). arezki, rabah ; Rossotto, Carlo Maria ; Fan, Rachel Yuting ; Dequiedt, Vianney. In: Working Paper Series. RePEc:adb:adbwps:2478.

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2021Capital Controls: Theory and Evidence. (2021). Korinek, Anton ; Erten, Bilge ; Ocampo, Jos Antonio. In: Journal of Economic Literature. RePEc:aea:jeclit:v:59:y:2021:i:1:p:45-89.

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2022Expected and Realized Inflation in Historical Perspective. (2022). Kamdar, Rupal ; Binder, Carola. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:131-56.

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2022The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications. (2022). Gorodnichenko, Yuriy ; Coibion, Olivier ; D'Acunto, Francesco ; Weber, Michael. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:157-84.

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2021Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure. (2021). Dai, Mingjie ; Zhang, Xiao ; Wang, Jieqiong. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:843.

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2022Stock market linkages in Asia. Revisiting Granger causality evidences. (2022). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:151-168.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Kose, Ali ; Okur, Mustafa. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102.

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2021Government Size and Openness: Insights Based on Country Classifications. (2021). Sarı, Erkam ; HOTUNLUOGLU, Hakan . In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:1-16.

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2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

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2021Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2021Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2021Background Risk and Small-Stakes Risk Aversion. (2020). Pomatto, Luciano ; Mu, Xiaosheng ; Tamuz, Omer ; Strack, Philipp. In: Papers. RePEc:arx:papers:2010.08033.

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2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2022Recurrent Conditional Heteroskedasticity. (2020). M. -N. Tran, ; T. -N. Nguyen, ; Kohn, R. In: Papers. RePEc:arx:papers:2010.13061.

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2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

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2022Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673.

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2021Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133.

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2022Tax Progressivity and Wealth Inequality: Evidence from Forbes 400. (2021). Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung ; Wang, Yulong. In: Papers. RePEc:arx:papers:2105.10007.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214.

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2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

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2021ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?. (2021). Stagnol, Lauren ; Roncalli, Thierry ; Semet, Raphael. In: Papers. RePEc:arx:papers:2110.06617.

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2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

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2021Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302.

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2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2022Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2112.15499.

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2022Fast estimation of Kendalls Tau and conditional Kendalls Tau matrices under structural assumptions. (2022). Derumigny, Alexis ; van der Spek, Rutger. In: Papers. RePEc:arx:papers:2204.03285.

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2022Scale Dependencies and Self-Similarity Through Wavelet Scattering Covariance. (2022). Mallat, St'Ephane ; Bouchaud, Jean-Philippe ; Leonarduzzi, Roberto ; Rochette, Gaspar ; Morel, Rudy. In: Papers. RePEc:arx:papers:2204.10177.

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2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

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2022Impact of the political risk on food reserve ratio: evidence across countries. (2022). Yang, Xiaoguang ; Li, Shang ; Xing, Kai. In: Papers. RePEc:arx:papers:2206.12264.

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2022Interrogation of A Bubble in the Indian Market. (2022). Suresh, N ; Gangadharan, Ganapathy G. In: Papers. RePEc:arx:papers:2207.13444.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2022State-dependent Asset Allocation Using Neural Networks. (2022). Neghab, Davood Pirayesh ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.00871.

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2022Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News. (2022). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2212.04525.

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2021A Cross-Country Analysis on Capital Flows Cycle: Stylized Facts and Regional Synchronization. (2021). Yang, Yang ; Zhang, Mengting. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:347-364.

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2021Dynamics of Foreign Portfolio Investment and Stock Market Returns During the COVID-19 Pandemic - Evidence From India. (2021). Kp, Prabheesh. In: Asian Economics Letters. RePEc:ayb:jrnael:17.

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2021EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:3:12.

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2021A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543.

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2021Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T. In: Working Papers. RePEc:bde:wpaper:2128.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021Common and idiosyncratic movements in Latin-American Exchange Rates. (2021). Romero, Jose ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1158.

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2021Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165.

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2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

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2021Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2021Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295.

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2022Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2022Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003.

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2021Sharing asymmetric tail risk smoothing, asset pricing and terms of trade. (2021). Lipinska, Anna ; Lombardo, Giovanni ; Corsetti, Giancarlo. In: BIS Working Papers. RePEc:bis:biswps:958.

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2022Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2021Firm?level political risk and Shari’ah compliance: equity capital cost and payouts policy. (2021). Balli, Faruk ; de Bruin, Anne ; Ozerballi, Hatice ; Karimov, Jamshid. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4639-4667.

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2021Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294.

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2022Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474.

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2022Stock market liberalisation and corporate cash holdings: evidence from China. (2022). Ni, Xiaoran ; Dai, Xin ; Chen, Yunsen ; Huang, Jianqiao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1925-1955.

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2021Public good, collective action and financial regulation. (2021). Ülgen, Faruk. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:92:y:2021:i:1:p:147-167.

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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2022Sustainable employee green behavior in the workplace: Integrating cognitive and non?cognitive factors in corporate environmental policy. (2022). , Khan ; Sabbir, Md Mahiuddin. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:110-128.

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2021Does economic complexity reduce output volatility in developing countries?. (2021). Yalta, Yasemin A ; Guneri, Barbaros. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:411-431.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2021Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128.

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2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

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2021Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Schuette, Dustin ; Arnold, Marc. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2022Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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2022A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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2022Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661.

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2022Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726.

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2022The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47.

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2021Are firm characteristics priced differently between opposite short?sales regimes?. (2021). Bai, Min. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:95-118.

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2021Asymmetric Correlations in Predicting Portfolio Returns. (2021). Huang, Zhuo ; Zhang, Lijie ; Wang, Nianling ; Li, Yong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:97-120.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of

Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:

YearTitleTypeCited

Works by Geert Bekaert:

YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article26
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]		article44
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article510
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 510		paper
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article275
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 275		paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article1077
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1077		paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
[Full Text][Citation analysis]		article156
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156		paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		article904
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]		article173
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 173		paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		article164
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164		paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
[Full Text][Citation analysis]		article285
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
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2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article300
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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2008International stock return comovements.(2008) In: Working Paper Series.
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2005International Stock Return Comovements.(2005) In: Working Papers.
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2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
[Full Text][Citation analysis]		article385
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
[Full Text][Citation analysis]		article116
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 116		article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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2017Economic and Financial Integration in Europe In: ifo DICE Report.
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2019Good Carry, Bad Carry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2020Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis.
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2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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2019Currency Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2019Currency Factors.(2019) In: NBER Working Papers.
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2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper77
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
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2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper399
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper158
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper219
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper199
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper80
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
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2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 80		paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
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2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper676
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
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2018International Financial Management In: Cambridge Books.
[Citation analysis]		book9
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
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2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
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2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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2020Risk and return in international corporate bond markets In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2021Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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2016Political risk and international valuation In: Journal of Corporate Finance.
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2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]		article223
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article87
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]		article176
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article333
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
[Full Text][Citation analysis]		article40
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]		article81
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM.
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2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
[Full Text][Citation analysis]		article80
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2021Macro risks and the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
2017Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series.
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2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article743
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article202
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
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1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article259
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]		article125
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1046
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article152
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article111
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article43
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article87
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM.
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article146
1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article579
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article59
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article32
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
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2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2014Flights to Safety In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper81
2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2020Flights to Safety.(2020) In: Review of Financial Studies.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2020Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series.
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2007The determinants of stock and bond return comovements In: Working Paper Research.
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2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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2019On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review.
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2014Political Risk Spreads In: NBER Working Papers.
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2014Political risk spreads.(2014) In: Journal of International Business Studies.
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2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
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2019The Time Variation in Risk Appetite and Uncertainty In: NBER Working Papers.
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2020The Variance Risk Premium in Equilibrium Models In: NBER Working Papers.
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1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
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1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
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2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies.
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1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
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2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
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1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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2007Stock Return Predictability: Is it There?.(2007) In: Review of Financial Studies.
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2003Market Integration and Contagion In: NBER Working Papers.
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2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2010Inflation risk and the inflation risk premium In: Economic Policy.
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2002International Asset Allocation With Regime Shifts In: Review of Financial Studies.
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1995Market Integration and Investment Barriers in Emerging Equity Markets. In: The World Bank Economic Review.
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1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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1995The role of capital markets in economic growth In: Textos para discussão.
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